I've never done it, but I'm guessing you will have to know a fair amount of coding and what your doing if you want to make a browser. Try Googling a program.
There is a program called browser bob. it runs about a hundred dollars. It can create browsers with any visual style you want. you can add graphics, make it transparent. The only downside is you wont be able to make something as wonderful as firefox.
Yeah use visual basic it has a webbrowser control. There are also alot of source code to learn from i.e. www.pscode.com if you need any help you can hit me up ill be sure to help ya.
well right now im trying to make one in libertybasic but also ive found that in microsoft word lol that u get a little vb thing lol and make suttin just right click for the toolbars and click the vb one and click on the tools lol